Property rights system is related to the realization of the value of natural resources assets. The current property rights system of the Yangtze River Economic Belt is not perfect，the property right boundary is unclear，the property rights flow is not smooth and so on. Shanghai is located at the intersection of “The Belt and Road” and the Yangtze River Economic Belt. Shanghai is also in the leading position in the Yangtze River Economic Belt，and has the system and management advantages in the construction of property rights system of natural resource assets. Shanghai should make property right confirmation registration of natural resources，and take Chongming Island as the first pilot areas，to explore registration methods for the right to use cross-border water resources. The execution of ownership can be divided into different level，and there should establish a natural resources asset management office under the SASAC，the goal is to form a unified national ownership of natural resources and explore the construction of the natural resources assets property rights system. The natural resources asset rights system should also be sound，and establish tight of possession，right of use，right of profit and right of disposition based on the ownership. To explore the property rights trading of natural resources assets，build a market system consisting of primary market transactions and secondary market transactions，and to explore the construction of cross-regional natural resource assets trading market.